Vanguard CDN AGG BD IDX ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:-0.00% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0124 | 7.14 | |
| 1.0000 | 66.64 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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